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MiS Preprint
28/2010

An optimal error estimate in stochastic homogenization of discrete elliptic equations

Antoine Gloria and Felix Otto

Abstract

This paper is the second of a series of articles on quantitatives estimates in stochastic homogenization of discrete elliptic equations. We consider a discrete elliptic equation on the d-dimensional lattice Zd with random coefficients A of the simplest type: They are identically distributed and independent from edge to edge.

On scales large w. r. t. the lattice spacing (i. e. unity), the solution operator is known to behave like the solution operator of a (continuous) elliptic equation with constant deterministic coefficients. This symmetric "homogenized" matrix Ahom=ahom Id is characterized by ξAhomξ=(ξ+ϕ)A(ξ+ϕ) for any direction ξRd, where the random field ϕ (the "corrector") is the unique solution of A(ξ+ϕ)=0 in Zd such that ϕ(0)=0, ϕ is stationary and ϕ=0, denoting the ensemble average (or expectation).

In order to approximate the homogenized coefficients Ahom, the corrector problem is usually solved in a box QL=[L,L)d of size 2L with periodic boundary conditions, and the space averaged energy on QL defines an approximation AL of Ahom. Although the statistics is modified (independence is replaced by periodic correlations) and the ensemble average is replaced by a space average, the approximation AL converges almost surely to Ahom as L. In this paper, we give estimates on both errors. To be more precise, we do not consider periodic boundary conditions on a box of size 2L, but replace the elliptic operator by T1A with (typically) TL2, as standard in the homogenization literature. We then replace the ensemble average by a space average on QL, and estimate the overall error on the homogenized coefficients in terms of L and T

Received:
26.05.10
Published:
07.06.10
MSC Codes:
35B27, 39A70, 60H25, 60F99
Keywords:
stochastic homogenization, effective coefficients, difference operator

Related publications

inJournal
2012 Repository Open Access
Antoine Gloria and Felix Otto

An optimal error estimate in stochastic homogenization of discrete elliptic equations

In: The annals of applied probability, 22 (2012) 1, pp. 1-28